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The Siren song of factor timin...
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Asness, Clifford S.
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Asness, Cliff
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Frazzini, Andrea
20
Pedersen, Lasse Heje
19
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12
Asness, Clifford
11
Israel, Ronen
11
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8
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ASNESS, CLIFFORD S.
2
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The journal of portfolio management : a publication of Institutional Investor
14
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9
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3
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3
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ECONIS (ZBW)
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Tribute: my friend Jack
Asness, Cliff
- In:
The journal of beta investment strategies
13
(
2022
)
1
,
pp. 20-21
Persistent link: https://www.econbiz.de/10014233030
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2
A note on REIT bankruptcy and intraindustry information transfers : an empirical analysis
Asness, Cliff
- In:
Journal of banking & finance
15
(
1991
)
6
,
pp. 1171-1182
Persistent link: https://www.econbiz.de/10001115877
Saved in:
3
Fact, fiction, and value investing
Asness, Cliff
;
Frazzini, Andrea
;
Israel, Ronen
; …
- In:
The journal of portfolio management : a publication of …
42
(
2015
)
1
,
pp. 34-52
Persistent link: https://www.econbiz.de/10011408848
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4
Low-risk investing without industry bets
Asness, Cliff
;
Frazzini, Andrea
;
Pedersen, Lasse Heje
- In:
Financial analysts' journal : FAJ
70
(
2014
)
4
,
pp. 24-41
Persistent link: https://www.econbiz.de/10010408345
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5
Fact, fiction, and momentum investing
Asness, Cliff
;
Frazzini, Andrea
;
Israel, Ronen
; …
- In:
The journal of portfolio management : a publication of …
40
(
2014
),
pp. 75-92
Persistent link: https://www.econbiz.de/10011433425
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6
Contrarian factor timing is deceptiveley difficult
Asness, Cliff
;
Chandra, Swati
;
Ilmanen, Antti
;
Israel, Ronen
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
5
,
pp. 72-87
Persistent link: https://www.econbiz.de/10011686330
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7
Investing with style
Asness, Cliff
;
Ilmanen, Antti
;
Israel, Ronen
; …
- In:
Journal of investment management : JOIM
13
(
2015
)
1
,
pp. 27-63
Persistent link: https://www.econbiz.de/10011635183
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8
Deep value
Asness, Cliff
;
Liew, John
;
Pedersen, Lasse Heje
; …
- In:
The journal of portfolio management : JPM
47
(
2021
)
4
,
pp. 11-40
Persistent link: https://www.econbiz.de/10012486041
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9
Betting against correlation : testing theories of the low-risk effect
Asness, Cliff
;
Frazzini, Andrea
;
Gormsen, Niels
; …
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 629-652
Persistent link: https://www.econbiz.de/10012543201
Saved in:
10
Size matters, if you control your junk
Asness, Cliff
;
Frazzini, Andrea
;
Israel, Ronen
; …
- In:
Journal of financial economics
129
(
2018
)
3
,
pp. 479-509
Persistent link: https://www.econbiz.de/10011982292
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